diff --git a/src/lightning/pytorch/loops/optimization/automatic.py b/src/lightning/pytorch/loops/optimization/automatic.py
index e19b5761c4d4b..95c7b4b41746e 100644
--- a/src/lightning/pytorch/loops/optimization/automatic.py
+++ b/src/lightning/pytorch/loops/optimization/automatic.py
@@ -23,13 +23,14 @@
 from typing_extensions import override
 
 import lightning.pytorch as pl
+from lightning.fabric.utilities.warnings import PossibleUserWarning
 from lightning.pytorch.loops.loop import _Loop
 from lightning.pytorch.loops.optimization.closure import AbstractClosure, OutputResult
 from lightning.pytorch.loops.progress import _OptimizationProgress
 from lightning.pytorch.loops.utilities import _block_parallel_sync_behavior
 from lightning.pytorch.trainer import call
 from lightning.pytorch.utilities.exceptions import MisconfigurationException
-from lightning.pytorch.utilities.rank_zero import WarningCache
+from lightning.pytorch.utilities.rank_zero import WarningCache, rank_zero_warn
 from lightning.pytorch.utilities.types import STEP_OUTPUT
 
 
@@ -320,10 +321,11 @@ def _training_step(self, kwargs: OrderedDict) -> ClosureResult:
         self.trainer.strategy.post_training_step()  # unused hook - call anyway for backward compatibility
 
         if training_step_output is None and trainer.world_size > 1:
-            raise RuntimeError(
+            rank_zero_warn(
                 "Skipping the `training_step` by returning None in distributed training is not supported."
                 " It is recommended that you rewrite your training logic to avoid having to skip the step in the first"
-                " place."
+                " place.",
+                category=PossibleUserWarning,
             )
 
         return self.output_result_cls.from_training_step_output(training_step_output, trainer.accumulate_grad_batches)
diff --git a/tests/tests_pytorch/loops/optimization/test_automatic_loop.py b/tests/tests_pytorch/loops/optimization/test_automatic_loop.py
index e20c1789be023..48e4d5405664d 100644
--- a/tests/tests_pytorch/loops/optimization/test_automatic_loop.py
+++ b/tests/tests_pytorch/loops/optimization/test_automatic_loop.py
@@ -12,7 +12,6 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from collections.abc import Iterator, Mapping
-from contextlib import nullcontext
 from typing import Generic, TypeVar
 
 import pytest
@@ -84,27 +83,3 @@ def training_step(self, batch, batch_idx):
 
     with pytest.raises(MisconfigurationException, match=match):
         trainer.fit(model)
-
-
-@pytest.mark.parametrize("world_size", [1, 2])
-def test_skip_training_step_not_allowed(world_size, tmp_path):
-    """Test that skipping the training_step in distributed training is not allowed."""
-
-    class TestModel(BoringModel):
-        def training_step(self, batch, batch_idx):
-            return None
-
-    model = TestModel()
-    trainer = Trainer(
-        default_root_dir=tmp_path,
-        max_steps=1,
-        barebones=True,
-    )
-    trainer.strategy.world_size = world_size  # mock world size without launching processes
-    error_context = (
-        pytest.raises(RuntimeError, match="Skipping the `training_step` .* is not supported")
-        if world_size > 1
-        else nullcontext()
-    )
-    with error_context:
-        trainer.fit(model)